Anic Equity¶

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Total return since start: 0.55 %¶

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Equity now: -----------------------------> 47359.71 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45964.74 Kr¶

PnL: ---------------------------------------> -923.83 Kr¶

DD now: ---------------------------------> -2.612 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 15:11:15.766192'

Anic Portfolio¶

This Week¶

Return: -1.164 %¶

Total¶

Return: 55.029 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.500000 2775.500000 139.500000 5.290000 2636.000010
Beijer Electronics Group 26 -0.670000 3073.200000 102.200000 3.440000 2971.000006
FM Mattsson Mora Group B 50 -3.230000 3000.000000 73.000000 2.490000 2927.000000
Samhällsbyggnadsbo. i Norden B 20 0.030000 391.000000 36.000000 10.140000 355.000000
SAAB B 8 0.120000 3411.200000 34.200000 1.010000 3377.000000
Corem Property Group B 59 -2.460000 607.110000 30.110000 5.220000 576.999999
AcadeMedia 12 -3.600000 585.360000 28.360000 5.090000 557.000004
MedCap 2 -1.540000 449.000000 28.000000 6.650000 421.000000
Resurs Holding 22 -1.440000 600.600000 26.600000 4.630000 573.999998
HMS Networks 2 -2.810000 690.800000 17.800000 2.640000 673.000000
Swedbank A 3 -0.410000 578.700000 14.700000 2.610000 564.000000
Securitas B 6 -0.980000 582.840000 12.840000 2.250000 570.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Eastnine 4 -0.790000 502.400000 11.400000 2.320000 491.000000
Coor Service Management Hold. 8 -1.030000 536.400000 4.400000 0.830000 532.000000
OEM International B 7 -1.300000 532.000000 4.000000 0.760000 527.999997
Boozt 12 -2.330000 1657.200000 3.200000 0.190000 1653.999996
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Norva24 Group 16 -3.620000 545.920000 2.920000 0.540000 543.000000
Nordea Bank Abp 29 0.050000 3456.220000 2.220000 0.060000 3453.999992
Samhällsbyggnadsbo. i Norden D 12 -0.960000 247.920000 1.920000 0.780000 246.000000
Intrum 4 -3.080000 528.600000 1.600000 0.300000 527.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Handelsbanken A 5 -1.320000 540.500000 -5.500000 -1.010000 546.000000
Essity B 2 -1.680000 551.200000 -22.800000 -3.970000 574.000000
Midsona B 63 -2.740000 558.180000 -24.820000 -4.260000 582.999984
CTEK 13 -2.190000 506.090000 -27.910000 -5.230000 533.999999
International Petroleum Corp. 5 -2.150000 546.000000 -48.570000 -8.170000 594.565215
Essity A 4 -2.830000 1098.000000 -51.000000 -4.440000 1149.000000
Vivesto 1368 0.750000 551.300000 -61.700000 -10.070000 612.999432
Sampo Oyj SDB 7 -1.100000 3766.000000 -84.000000 -2.180000 3850.000000
Fasadgruppen Group 35 1.570000 3633.000000 -178.000000 -4.670000 3810.999990
Axfood 13 -0.250000 3573.700000 -182.300000 -4.850000 3756.000001
OX2 18 -3.110000 1403.100000 -260.900000 -15.680000 1663.999992
Ovzon 52 -2.540000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 45960.290000 -928.280000 -2.62108% 46888.564618

Updated:¶

'2023-01-25 15:10:11.978265'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶